scientific article; zbMATH DE number 796444

MaRDI QIDQ4845602zbMATH OpenFDO

Authors Dmitry Kramkov, Ernesto Mordecki

Publication date 20 February 1996

zbMATH Keywords

American optionsdiffusion model

Mathematics Subject Classification ID

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• A bilevel programming approach to double optimal stopping
• Optimal stopping problems for some Markov processes
• Accelerated Share Repurchases Under Stochastic Volatility
• Perpetual American compound lookback and integral options with floating strikes
• The integral option in a model with jumps

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